LS estimation of periodic autoregressive models with non-Gaussian errors: a simulation study (Q4670719)

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scientific article; zbMATH DE number 2160731
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LS estimation of periodic autoregressive models with non-Gaussian errors: a simulation study
scientific article; zbMATH DE number 2160731

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    LS estimation of periodic autoregressive models with non-Gaussian errors: a simulation study (English)
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    22 April 2005
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    least squares estimation
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    conditional least squares
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    periodic autoregression
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    Monte-Carlo simulation
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    tables
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